+149.1%
TT vs KEYS
+87.1%
+62.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.0% |
| 7D | -1.2% | +3.5% | -4.7% | -2.6% |
| 30D | -7.3% | -4.5% | -2.8% | -5.8% |
| 3M | -3.6% | -0.4% | -3.2% | -4.0% |
| 6M | +2.8% | +19.1% | -16.3% | -4.7% |
| YTD | +14.5% | +66.7% | -52.2% | -8.5% |
| 1Y | +7.4% | +96.5% | -89.0% | -20.3% |
| 3Y | +116.2% | +155.2% | -38.9% | +38.4% |
| All | +149.1% | +87.1% | +62.0% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling